bug in conditional forecast
The conditional forecast is buggy.
Namely there is some inconsistency in indexing between decision rule and declaration order.
The way to fix it is to make sure that the pre-processor sets the vector of indices:
constrained_vars_
in decision rule order.
In fact, imcforecast
assumes that constrained_vars_
is in decision rule order
Moreover, one needs to fix imcforecast
for the trend, since the latter is already defined in decision-rule ordering (so no need to use inv_order_var
). I am going to make a pull request with the imcforecast
fix, but I do not touch the pre-processor. If someone (@houtan?) could help with the latter.
Many thanks